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Global Multi-Sector Income

Fixed Income Portfolio Characteristics As of 9/30/2022

Characteristic Brandywine Global F3MTB
Average Quality1 BBB -
Average Maturity (Years) 8.91 -
Average Modified Duration (Years) 8.27 0.25
Average Coupon (%) 4.36 -
Average Yield To Worst (%) 7.40 3.30
Average Yield To Maturity (%) 7.36 3.30
Number of Issues 194 -

Quality Allocation As of 9/30/2022

Quality Rating Brandywine Global (%)
BBB or Higher 62.2
BB 19.2
B 13.4
CCC 5.2
CC -
D -
Not Rated -

Duration Allocation As of 9/30/2022

Duration Range Brandywine Global (%)
<1 Year 10.8
1-3 Years 28.4
3-7 Years 43.3
7-10 Years 5.0
10+ Years 7.2
No Duration 5.2

Region & Currency Allocation As of 9/30/2022

Region Country (%) Currency (%)
Asia-Pacific ex-Japan 0.4 0.0
Emerging Markets 11.7 2.5
Europe ex-Eurozone 1.3 0.1
Eurozone 3.3 0.1
Japan 0.7 -
Middle East & Africa 1.8 -
North & Central America 80.7 97.4
Supranational 1.1 -
Other -1.0 -